+207.0%
WPM vs CLBK
+27.8%
+179.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.3% |
| 7D | -3.6% | +0.9% | -4.5% | -3.6% |
| 30D | +1.4% | +3.4% | -2.0% | +1.4% |
| 3M | -0.2% | -4.3% | +4.1% | -0.1% |
| 6M | -7.3% | +28.4% | -35.7% | -7.5% |
| YTD | +12.3% | +59.4% | -47.1% | +12.2% |
| 1Y | +24.9% | +64.8% | -39.9% | +24.7% |
| 3Y | +210.4% | +50.6% | +159.8% | +210.7% |
| All | +207.0% | +27.8% | +179.3% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling